Last Update: 11 Dec 2018 19:15 GMT+0
The Canada 10Y Government Bond has a 2.065% yield.
10 Years vs 2 Years bond spread is 3.6 bp. Yield Curve is flat
Central Bank Rate is 1.75%.
The Canada rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 34.00 and implied probability of default is 0.57%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
| Canada Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 34.00 | +0.59 % | +0.89 % | +22.30 % | 0.57 % |
Canada Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 1.595% | +0.5 bp | +49.5 bp | ||||||
| 2 months | 1.630% | -2.0 bp | +42.0 bp | ||||||
| 3 months | 1.635% | -7.0 bp | +39.5 bp | ||||||
| 6 months | 1.820% | -8.0 bp | +36.0 bp | ||||||
| 1 year | 1.975% | -18.0 bp | +28.5 bp | 98.06 | +0.17 % | -0.28 % | |||
| 2 years | 2.029% | -30.8 bp | +12.2 bp | 96.06 | +0.61 % | -0.24 % | |||
| 3 years | 2.030% | -34.2 bp | +1.0 bp | 94.15 | +1.01 % | -0.03 % | |||
| 4 years | 2.029% | -39.3 bp | -6.2 bp | 92.28 | +1.55 % | +0.24 % | |||
| 5 years | 2.016% | -42.1 bp | -12.6 bp | 90.50 | +2.08 % | +0.61 % | |||
| 7 years | 2.041% | -43.7 bp | -20.2 bp | 86.81 | +3.04 % | +1.39 % | |||
| 10 years | 2.065% | -44.2 bp | -24.5 bp | 81.51 | +4.41 % | +2.43 % | |||
| 20 years | 2.214% | -33.3 bp | -14.6 bp | 64.53 | +6.71 % | +2.89 % | |||
| 30 years | 2.218% | -31.2 bp | -13.9 bp | 51.78 | +9.56 % | +4.16 % | |||
10Y Bond Yield Spread - Canada vs Main Countries
The Canada 10Y Government Bond has a 2.065% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Canada 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Japan 10Y | 201.8 bp | -36.9 | -24.8 | ||
| Germany 10Y | 183.2 bp | -26.7 | +1.2 | ||
| France 10Y | 135.7 bp | -36.0 | -4.3 | ||
| United Kingdom 10Y | 87.6 bp | -13.8 | -2.9 | ||
| Spain 10Y | 62.2 bp | -28.5 | -23.2 | ||
| Australia 10Y | -38.8 bp | -14.7 | +9.1 | ||
| United States 10Y | -80.1 bp | -12.2 | -15.9 | ||
| Italy 10Y | -106.8 bp | -17.7 | -54.8 | ||
| China 10Y | -123.4 bp | -24.1 | +12.6 | ||
| India 10Y | -546.3 bp | -20.5 | +19.0 | ||
| Russia 10Y | -660.5 bp | -17.2 | -140.5 | ||
| Brazil 10Y | -814.5 bp | -25.2 | +113.5 |
Canada Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 2.218% | 51.78 | 73.52 | 117.00 | 160.48 | 203.96 | 247.44 | |
| 20 years | 2.214% | 64.53 | 80.55 | 112.59 | 144.63 | 176.67 | 208.70 | |
| 10 years | 2.065% | 81.51 | 90.47 | 108.37 | 126.27 | 144.18 | 162.08 | |
| 7 years | 2.041% | 86.81 | 93.27 | 106.20 | 119.12 | 132.04 | 144.97 | |
| 5 years | 2.016% | 90.50 | 95.21 | 104.64 | 114.06 | 123.48 | 132.90 | |
| 4 years | 2.029% | 92.28 | 96.08 | 103.69 | 111.30 | 118.91 | 126.53 | |
| 3 years | 2.030% | 94.15 | 97.03 | 102.80 | 108.56 | 114.32 | 120.09 | |
| 2 years | 2.029% | 96.06 | 98.00 | 101.88 | 105.77 | 109.65 | 113.53 | |
| 1 year | 1.975% | 98.06 | 99.04 | 101.01 | 102.97 | 104.93 | 106.89 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||